+204.0%
MET vs PENG
+520.3%
-316.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.0% | +20.0% | +0.1% |
| 7D | -0.5% | -36.7% | +36.2% | +5.2% |
| 30D | +3.3% | -42.0% | +45.3% | +9.7% |
| 3M | +4.2% | -33.2% | +37.4% | +7.8% |
| 6M | +27.3% | +2.1% | +25.2% | +18.0% |
| YTD | +29.8% | +90.3% | -60.5% | +7.3% |
| 1Y | +30.2% | +67.7% | -37.4% | +9.6% |
| 3Y | +77.6% | +154.2% | -76.7% | +32.0% |
| 5Y | +82.3% | +28.3% | +54.0% | +43.3% |
| All | +204.0% | +520.3% | -316.3% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling